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Behavioral black swan investment strategy and global stock market contagion dynamics
Azimli, Asil; Shakourloo, Amin - In: Sustainable Development in Banking and Finance : 7th …, (pp. 149-180). 2024
Persistent link: https://www.econbiz.de/10015073482
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Market microstructure theory and strategic behavior of market makers
Krause, Andreas - 2000
Persistent link: https://www.econbiz.de/10001578558
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Risk and wealth in a model of self-fulfilling currency attacks
Guimarães, Bernardo; Morris, Stephen - In: Journal of monetary economics 54 (2007) 8, pp. 2205-2230
Persistent link: https://www.econbiz.de/10003614138
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Risk and wealth in a model of self-fulfilling currency crises
Guimarães, Bernardo; Morris, Stephen - 2003
Persistent link: https://www.econbiz.de/10001798668
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Portfolio liquidity and security design with private information
DeMarzo, Peter M.; Frankel, David M.; Jin, Yu - In: The review of financial studies 34 (2021) 12, pp. 5841-5885
Persistent link: https://www.econbiz.de/10012694508
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Cross-cultural overconfidence and biased self-attribution
Acker, Daniella; Duck, Nigel W. - In: The journal of socio-economics 37 (2008) 5, pp. 1815-1824
Persistent link: https://www.econbiz.de/10003771291
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The paradox of diversification
Stutzer, Michael J. - In: The journal of investing 19 (2010) 1, pp. 32-35
Persistent link: https://www.econbiz.de/10003961450
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On the strategic behavior of large investors : a mean-variance portfolio approach
Villena, Marcelo J.; Reus, Lorenzo - In: European journal of operational research : EJOR 254 (2016) 2, pp. 679-688
Persistent link: https://www.econbiz.de/10011509033
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Portfolio Liquidation and Security Design with Private Information
DeMarzo, Peter M. - 2011
I consider the problem faced by an issuer holding a portfolio of securities that can be sold to raise cash. The issuer has private information that affects the value of all of the securities held, and so faces a lemons problem in the market for the securities. On the other hand, the issuer bears...
Persistent link: https://www.econbiz.de/10013126178
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Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai; Rong, Ximin; Shen, Yang; Zhao, Hui - In: Quantitative finance 21 (2021) 10, pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705